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View Outliers PnL Drill-Down: FGEN240920P00001000

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Initial Position

record_date	ticker	symbol	strike	volume	open_interest	implied_volatility	bs_sigma	bs_call	bs_put	spec_perc_move	bs_iv_call	bs_iv_put	last_option_price	last_underlying_price	exp_date	side	bias	prev_day_volatility	volatility	percent_move
2024-07-22	FGEN	FGEN240920P00001000	1.00	95.0	1062.000	2.359	0.691	0.3	0.0	-0.010	0.570	0.300	0.31	1.26	2024-09-20	PUT	Long	0.493	0.526	0.200

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis Position Tracking

symbol	ticker	side	bias	strike	exit_reason	option_pnl_str	option_perc	underlying_pnl_str	underlying_perc	iv_diff	option_purchase_price	option_curr_price	underlying_original_price	underlying_curr_price	option_pnl	dollar_pnl	position_entry	days_in_position	volume	open_interest	underlying_pnl	record_date
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$-0.01	-0.03	$0.85	0.67	15.64	0.31	0.30	1.26	0.41	-0.01	$-1.00	31.00	59	3.0	1371.000	0.85	2024-09-19
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.31	1.00	$0.84	0.67	12.39	0.31	0.62	1.26	0.42	0.31	$31.00	31.00	58	2.0	1371.000	0.84	2024-09-18
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.20	0.65	$0.80	0.63	6.02	0.31	0.51	1.26	0.46	0.20	$20.00	31.00	57	4.0	1371.000	0.80	2024-09-17
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.20	0.65	$0.81	0.64	7.45	0.31	0.51	1.26	0.45	0.20	$20.00	31.00	56	4.0	1371.000	0.81	2024-09-16
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.20	0.65	$0.79	0.63	2.39	0.31	0.51	1.26	0.47	0.20	$20.00	31.00	54	4.0	1371.000	0.79	2024-09-14
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.20	0.65	$0.79	0.63	5.77	0.31	0.51	1.26	0.47	0.20	$20.00	31.00	53	4.0	1371.000	0.79	2024-09-13
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.29	0.94	$0.84	0.67	4.33	0.31	0.60	1.26	0.42	0.29	$29.00	31.00	52	58.0	1371.000	0.84	2024-09-12
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.29	0.94	$0.86	0.68	2.02	0.31	0.60	1.26	0.40	0.29	$29.00	31.00	51	58.0	1371.000	0.86	2024-09-11
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.29	0.94	$0.86	0.68	-1.36	0.31	0.60	1.26	0.40	0.29	$29.00	31.00	50	58.0	1371.000	0.86	2024-09-10
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.29	0.94	$0.87	0.69	4.58	0.31	0.60	1.26	0.39	0.29	$29.00	31.00	49	58.0	1566.000	0.87	2024-09-09
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.29	0.94	$0.87	0.69	1.39	0.31	0.60	1.26	0.39	0.29	$29.00	31.00	48	58.0	1566.000	0.87	2024-09-08
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.29	0.94	$0.87	0.69	3.77	0.31	0.60	1.26	0.39	0.29	$29.00	31.00	46	58.0	1566.000	0.87	2024-09-06
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.34	1.10	$0.83	0.66	4.14	0.31	0.65	1.26	0.43	0.34	$34.00	31.00	45	28.0	1566.000	0.83	2024-09-05
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.29	0.94	$0.86	0.68	-1.86	0.31	0.60	1.26	0.40	0.29	$29.00	31.00	44	2.0	1566.000	0.86	2024-09-04
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.29	0.94	$0.89	0.71	4.02	0.31	0.60	1.26	0.37	0.29	$29.00	31.00	40	2.0	1845.000	0.89	2024-08-31
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.29	0.94	$0.89	0.71	-2.36	0.31	0.60	1.26	0.37	0.29	$29.00	31.00	39	2.0	1845.000	0.89	2024-08-30
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.29	0.94	$0.89	0.71	0.70	0.31	0.60	1.26	0.37	0.29	$29.00	31.00	38	2.0	1845.000	0.89	2024-08-29
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.29	0.94	$0.89	0.71	0.45	0.31	0.60	1.26	0.37	0.29	$29.00	31.00	37	2.0	1843.000	0.89	2024-08-28
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.29	0.94	$0.87	0.69	-2.36	0.31	0.60	1.26	0.39	0.29	$29.00	31.00	36	1.0	1835.000	0.87	2024-08-27
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.29	0.94	$0.86	0.68	-2.36	0.31	0.60	1.26	0.40	0.29	$29.00	31.00	35	1.0	1834.000	0.86	2024-08-26
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.29	0.94	$0.86	0.68	-0.86	0.31	0.60	1.26	0.40	0.29	$29.00	31.00	34	1.0	1834.000	0.86	2024-08-25
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.29	0.94	$0.86	0.68	-0.86	0.31	0.60	1.26	0.40	0.29	$29.00	31.00	33	1.0	1834.000	0.86	2024-08-24
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.29	0.94	$0.86	0.68	-0.86	0.31	0.60	1.26	0.40	0.29	$29.00	31.00	32	1.0	1834.000	0.86	2024-08-23
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.29	0.94	$0.87	0.69	1.92	0.31	0.60	1.26	0.39	0.29	$29.00	31.00	31	1.0	1839.000	0.87	2024-08-22
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.34	1.10	$0.86	0.68	0.27	0.31	0.65	1.26	0.40	0.34	$34.00	31.00	30	1.0	1839.000	0.86	2024-08-21
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.34	1.10	$0.85	0.67	4.89	0.31	0.65	1.26	0.41	0.34	$34.00	31.00	29	1.0	1839.000	0.85	2024-08-20
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.34	1.10	$0.88	0.70	0.39	0.31	0.65	1.26	0.38	0.34	$34.00	31.00	28	1.0	1994.000	0.88	2024-08-19
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.31	1.00	$0.89	0.71	0.02	0.31	0.62	1.26	0.37	0.31	$31.00	31.00	27	400.0	1594.000	0.89	2024-08-18
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.31	1.00	$0.89	0.71	-0.05	0.31	0.62	1.26	0.37	0.31	$31.00	31.00	26	400.0	1594.000	0.89	2024-08-17
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.31	1.00	$0.89	0.71	-0.05	0.31	0.62	1.26	0.37	0.31	$31.00	31.00	25	400.0	1594.000	0.89	2024-08-16
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.31	1.00	$0.89	0.71	0.70	0.31	0.62	1.26	0.37	0.31	$31.00	31.00	24	20.0	1594.000	0.89	2024-08-15
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.43	1.39	$0.90	0.71	1.14	0.31	0.74	1.26	0.36	0.43	$43.00	31.00	23	700.0	2674.000	0.90	2024-08-14
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.26	0.84	$0.87	0.69	0.39	0.31	0.57	1.26	0.39	0.26	$26.00	31.00	22	7.0	2700.000	0.87	2024-08-13
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.24	0.77	$0.88	0.70	0.27	0.31	0.55	1.26	0.38	0.24	$24.00	31.00	21	7.0	2700.000	0.88	2024-08-12
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.24	0.77	$0.85	0.67	0.52	0.31	0.55	1.26	0.41	0.24	$24.00	31.00	18	7.0	2700.000	0.85	2024-08-09
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.24	0.77	$0.82	0.65	0.83	0.31	0.55	1.26	0.44	0.24	$24.00	31.00	17	7.0	2700.000	0.82	2024-08-08
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.24	0.77	$0.80	0.63	0.17	0.31	0.55	1.26	0.46	0.24	$24.00	31.00	16	7.0	2693.000	0.80	2024-08-07
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.24	0.77	$0.82	0.65	-0.67	0.31	0.55	1.26	0.44	0.24	$24.00	31.00	15	19.0	2693.000	0.82	2024-08-06
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$-0.01	-0.03	$0.08	0.06	-2.23	0.31	0.30	1.26	1.18	-0.01	$-1.00	31.00	7	126.0	1410.000	0.08	2024-07-29
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$-0.06	-0.19	$0.10	0.08	-0.56	0.31	0.25	1.26	1.16	-0.06	$-6.00	31.00	4	26.0	1284.000	0.10	2024-07-26
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$-0.03	-0.10	$0.03	0.02	0.02	0.31	0.28	1.26	1.23	-0.03	$-3.00	31.00	3	6.0	1278.000	0.03	2024-07-25
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$-0.06	-0.19	$0.01	0.01	-0.13	0.31	0.25	1.26	1.25	-0.06	$-6.00	31.00	2	31.0	1249.000	0.01	2024-07-24
FGEN240920P00001000	FGEN	PUT	Long	1.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.09	$-0.01	-0.03	$0.02	0.02	-0.17	0.31	0.30	1.26	1.24	-0.01	$-1.00	31.00	1	92.0	1157.000	0.02	2024-07-23
FGEN240920P00001000	FGEN	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.31	0.31	1.26	1.26	0.00	$0.00	31.00	0	95.0	1062.000	-0.00	2024-07-22

record_date vs. iv_diff

record_date vs. option_curr_price

record_date vs. option_pnl

record_date vs. underlying_curr_price

record_date vs. underlying_pnl